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Direxion Mthly Latin America Bull 2X Inv (DXZLX)
On
Dec 21
:
52.70
0.34
(0.64%)
MORE ON DXZLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
83.67%
Worst 1 Yr Total Return
(2008)
:
-85.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DXZLX
Category
Alpha (against Standard Index)
37.53
23.15
Beta (against Standard Index)
2.72
1.46
Mean Annual Return
-5.29
1.51
R-squared (against Standard Index)
80
80.33
Standard Deviation
72.71
39.04
Sharpe Ratio
0.33
N/A
Treynor Ratio
-2.78
N/A
5 Years
Statistic
DXZLX
Category
Alpha (against Standard Index)
N/A
20.85
Beta (against Standard Index)
N/A
1.46
Mean Annual Return
N/A
2.36
R-squared (against Standard Index)
N/A
76.35
Standard Deviation
N/A
32.76
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
DXZLX
Category
Alpha (against Standard Index)
N/A
17.15
Beta (against Standard Index)
N/A
1.43
Mean Annual Return
N/A
1.75
R-squared (against Standard Index)
N/A
72.37
Standard Deviation
N/A
30.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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